-7.7%
MDB vs GIS
-17.8%
+10.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.3% | -1.7% |
| 7D | -16.5% | +8.5% | -25.0% | -16.1% |
| 30D | -8.6% | +15.3% | -23.9% | -8.7% |
| 3M | -13.6% | +0.9% | -14.5% | -12.1% |
| 6M | +24.1% | +7.9% | +16.1% | +26.9% |
| YTD | -21.8% | -17.6% | -4.2% | -26.9% |
| 1Y | -7.7% | -17.4% | +9.7% | -11.5% |
| All | -7.7% | -17.8% | +10.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling